Research ArticleOpen accessIn the abstractAnomaly Detection Algorithms for Streaming Data: Performance ComparisonZirije HasaniToday’s most of the data are streaming time-series data, where is very important anomaly detection over this data because gives significant information of possible critical situations. Detecting anomalies in big streaming data is yet difficult task because we have to process them in real time, even before they are stored and instantly alarm on potential threats. For real time streaming … …Journal of Computer Science, Vol. 16, Issue 7 · 18 Jul 2020 · 7,288 accessesView PDFCite
Research ArticleOpen accessIn the abstractModel Comparison for the Prediction of Stock Prices in the NYSEVictoria Switlyk, Junfeng ShangThe stock market is an integral part of investments as well as the economy. The prediction of stock prices is an exciting and challenging problem that has been considered by many due to the complexity and noise within the market and to the potential profit that can be yielded from accurate predictions. We aim to construct and compare models used … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 26 Sep 2019 · 7,475 accessesView PDFCite
Research ArticleOpen accessIn the abstractRandom Forest Based Feature Selection of Macroeconomic Variables for Stock Market PredictionIsaac Kofi Nti, Adebayo Felix Adekoya, Benjamin Asubam WeyoriA firm’s equity price on the stock-market is reported to be closely related to the Macroeconomic Variable (MVs) of the country in which the firm trades. For this reason, researchers, market traders, financial analysts and forecasters to examine the association between MVs and stock-price have carried out numerous studies, using time-series statistical analysis methods like Autoregressive Integrated Moving Average (ARIMA), … …American Journal of Applied Sciences, Vol. 16, Issue 7 · 31 Jul 2019 · 10,234 accessesView PDFCite
Research ArticleOpen accessIn the abstractResidual Analysis for Auto-Correlated Econometric ModelHabib Ahmed ElsayirThe aim of this article is to provide residual analysis for a time series data of Gross Domestic Product (GDP) of the Sudan. An econometric time series model with macroeconomic variables is conducted to examine the goodness of fit using residual. Many statistical tests are used in time series models in order to make it a stationary series. After applying … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 1 Jun 2019 · 6,577 accessesView PDFCite
Research ArticleOpen accessIn the abstractForecasting Bangladesh's Inflation through Econometric ModelsNazmul IslamThis research tries to sketch the concrete steps that help carry out to use ARIMA time series models for forecasting Bangladesh’s inflation. The focus, in this paper, is short-term basis annual inflation forecasting. For this purpose, different ARIMA models are used and the candid model is proposed. Based on the diagnostic and evaluation criteria, the most accurate model is selected. … …American Journal of Economics and Business Administration, Vol. 9, Issue 3 · 8 Nov 2017 · 9,195 accessesView PDFCite
Research ArticleOpen accessIn the abstractPrediction of Grain Products in TurkeyÖzlem Akay, Gökmen Bozkurt, Güzin YükselMarketing of agricultural products starts with the planning of production on the farm and ends with the sale of food or other goods to manufacturers or consumers. Overall, marketing is a main part of successful agriculture but its significance is usually underestimated, particularly in developing countries. In Turkey, annual variations in grain production are reasonable and result primarily from changes … …Journal of Mathematics and Statistics, Vol. 13, Issue 3 · 10 Jul 2017 · 7,322 accessesView PDFCite
Research ArticleOpen accessIn the abstractUtilization of Holt's Forecasting Model for Zakat Collection in IndonesiaAkbarizan, Muhammad Marizal, M. Soleh et al.The practice of zakat is gaining popularity in Indonesia. This development is attributed to the strong role of the government in consistently developing zakat infrastructure and the increased awareness of people to practice zakat. Despite this success, a mechanism for predicting future zakat collection has not yet been developed. This study applies Holt's exponential smoothing and Auto-Regressive Integrated Moving Average … …American Journal of Applied Sciences, Vol. 13, Issue 12 · 22 Dec 2016 · 7,499 accessesView PDFCite
Research ArticleOpen accessIn the abstractModeling Positive Time Series Data: A Neglected Aspect in Time Series CoursesMaman A. Djauhari, Lee Siaw Li, Rohayu Mohd SallehSomething has been forgotten in time series courses, in particular, when dealing with positive datasets. To describe the pattern hidden in this type of datasets, before we use a sophisticated method of modeling such as Autoregressive Integrated Moving Average (ARIMA), we propose to check first whether the data represent a Geometric Brownian Motion (GBM) process. If it is affirmative, unlike … …American Journal of Applied Sciences, Vol. 13, Issue 7 · 1 Jul 2016 · 7,533 accessesView PDFCite